How to add shadows to material properties in cycles?
Those settings are for either Blender Internal rendering engine, or for the Blender Game Engine, displaying shadows in the viewport for Blender Cycles materials and shader is not currently supported.

Either switch rendering engines (on the pulldown menu that reads Cyckes Render in the header of the Info Window on the top blender screen) and rebuild your materials for the new render, if your priority is getting viewport shadows; or if you wish to remain with Cycles then use viewport rendered preview  (Shift + Z)

Edit: To achieve a shadowless material setup in cycles you can use a light path node to drive a mix shader between a glass and a transparent shader as illustrated bellow.